Math 114 Linear Algebra

Eigenvalues, Eigenvectors and Diagonalization

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1 Eigenvalues and Eigenvectors

2 Diagonalizability

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 2 / 15

Definition
Let A be an n n matrix.
A number is called an eigenvalue [e-val] of A if there is a nonzero vector
v Rn such that Av = v.
Such a vector is called an eigenvector [e-vec] of A corresponding to the
eigenvalue .

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Definition
Let A be an n n matrix.
A number is called an eigenvalue [e-val] of A if there is a nonzero vector
v Rn such that Av = v.
Such a vector is called an eigenvector [e-vec] of A corresponding to the
eigenvalue .

Q1. Given A and a vector x, how can you tell if x is an eigenvector of A?

Q2. Given A and a scalar , how can you tell if is an eigenvalue of A?
Q3. Given A, how can you find all eigenvalues of A? How many are there?
Q4. Given A and an eigenvalue , how can you find all eigenvectors corresponding
to .

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 3 / 15

Definition
Let A be an n n matrix.
A number is called an eigenvalue [e-val] of A if there is a nonzero vector
v Rn such that Av = v.
Such a vector is called an eigenvector [e-vec] of A corresponding to the
eigenvalue .

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 4 / 15

Definition
Let A be an n n matrix.
A number is called an eigenvalue [e-val] of A if there is a nonzero vector
v Rn such that Av = v.
Such a vector is called an eigenvector [e-vec] of A corresponding to the
eigenvalue .
" #
1 6
Example: Let A = .
5 2
" #
6
1 Is v = an eigenvector of A?
5
" #
3
2 Is v = an eigenvector of A?
2
3 Is 7 an eigenvalue of A?

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 4 / 15

Note that the following statements are equivalent
1 is an eigenvalue of A.

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 5 / 15

Note that the following statements are equivalent
1 is an eigenvalue of A.
2 The equation (A In )x = 0 has a nontrivial solution.

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 5 / 15

Note that the following statements are equivalent
1 is an eigenvalue of A.
2 The equation (A In )x = 0 has a nontrivial solution.
3 The subspace Nul(A In ) of Rn is not the trivial space.

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 5 / 15

Note that the following statements are equivalent
1 is an eigenvalue of A.
2 The equation (A In )x = 0 has a nontrivial solution.
3 The subspace Nul(A In ) of Rn is not the trivial space.
4 dim (Nul(A In )) 1

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 5 / 15

Note that the following statements are equivalent
1 is an eigenvalue of A.
2 The equation (A In )x = 0 has a nontrivial solution.
3 The subspace Nul(A In ) of Rn is not the trivial space.
4 dim (Nul(A In )) 1
5 The number of columns of the rref of A In without pivot 1

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 5 / 15

Note that the following statements are equivalent
1 is an eigenvalue of A.
2 The equation (A In )x = 0 has a nontrivial solution.
3 The subspace Nul(A In ) of Rn is not the trivial space.
4 dim (Nul(A In )) 1
5 The number of columns of the rref of A In without pivot 1
6 A In is not invertible.

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 5 / 15

Note that the following statements are equivalent
1 is an eigenvalue of A.
2 The equation (A In )x = 0 has a nontrivial solution.
3 The subspace Nul(A In ) of Rn is not the trivial space.
4 dim (Nul(A In )) 1
5 The number of columns of the rref of A In without pivot 1
6 A In is not invertible.
7 det(A In ) = 0.

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 5 / 15

 " #
1 6
Example: Find all eigenvalues of A = and describe the set of all
5 2
eigenvectors corresponding to each eigenvalue.

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 6 / 15

 " #
1 6
Example: Find all eigenvalues of A = and describe the set of all
5 2
eigenvectors corresponding to each eigenvalue.

Definition
Let A be an n n matrix.
The characteristic polynomial of A is the degree n polynomial
pA (t) = det(A tIn ).
The characteristic equation of A is the equation pA (t) = 0.
The eigenspace of A corresponding to an eigenvalue is
E (A) = Nul(A I ).

is an e-val of A if and only if pA () = 0.

multiplicity of as a root of pA (t) = algebraic multiplicity of as an e-val of A.

E (A) is the collection of all e-vecs of A corresponding to , together with 0.

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 6 / 15

Q1. Given A and a vector x, how can you tell if x is an eigenvector of A?

Q2. Given A and a scalar , how can you tell if is an eigenvalue of A?

Q3. Given A, how can you find all eigenvalues of A? How many are there?

Q4. Given A and an eigenvalue , how can you find all eigenvectors corresponding
to .

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 7 / 15

Q1. Given A and a vector x, how can you tell if x is an eigenvector of A?

Q2. Given A and a scalar , how can you tell if is an eigenvalue of A?

Q3. Given A, how can you find all eigenvalues of A? How many are there?

Q4. Given A and an eigenvalue , how can you find all eigenvectors corresponding
to .

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 7 / 15

Q1. Given A and a vector x, how can you tell if x is an eigenvector of A?
A1. Check if the product Ax is a multiple of x.
Q2. Given A and a scalar , how can you tell if is an eigenvalue of A?

Q3. Given A, how can you find all eigenvalues of A? How many are there?

Q4. Given A and an eigenvalue , how can you find all eigenvectors corresponding
to .

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 7 / 15

Q1. Given A and a vector x, how can you tell if x is an eigenvector of A?
A1. Check if the product Ax is a multiple of x.
Q2. Given A and a scalar , how can you tell if is an eigenvalue of A?
A2. Check if det(A I ) = 0.
Q3. Given A, how can you find all eigenvalues of A? How many are there?

Q4. Given A and an eigenvalue , how can you find all eigenvectors corresponding
to .

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 7 / 15

Q1. Given A and a vector x, how can you tell if x is an eigenvector of A?
A1. Check if the product Ax is a multiple of x.
Q2. Given A and a scalar , how can you tell if is an eigenvalue of A?
A2. Check if det(A I ) = 0.
Q3. Given A, how can you find all eigenvalues of A? How many are there?
A3. Find all zeros of the characteristic polynomial A, i.e. pA (t) = det(A tI ).
Q4. Given A and an eigenvalue , how can you find all eigenvectors corresponding
to .

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 7 / 15

Q1. Given A and a vector x, how can you tell if x is an eigenvector of A?
A1. Check if the product Ax is a multiple of x.
Q2. Given A and a scalar , how can you tell if is an eigenvalue of A?
A2. Check if det(A I ) = 0.
Q3. Given A, how can you find all eigenvalues of A? How many are there?
A3. Find all zeros of the characteristic polynomial A, i.e. pA (t) = det(A tI ).
Q4. Given A and an eigenvalue , how can you find all eigenvectors corresponding
to .
A4. The set of all e-vecs of A corr. to are precisely the nonzero elements of
Nul(A I ).

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 7 / 15

Examples 2: Determine all eigenvalues of A and their multiplicities.

1 2 3

1 A=1 2 3

1 2 3

5 5 0 2

0 2 3 6
2 A=
0 0 3 2

0 0 0 5

4 2 3 1

6 7 0 1
3 A=0 0 5

3
0 0 4 4

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 8 / 15

Examples 2: Determine all eigenvalues of A and their multiplicities.

1 2 3 Note: 0 is an e-val of A

1 A=1 2 3
if and only if
1 2 3 A is not invertible.

5 5 0 2

0 2 3 6
2 A=
0 0 3 2

0 0 0 5

4 2 3 1

6 7 0 1
3 A=0 0 5

3
0 0 4 4

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 8 / 15

Examples 2: Determine all eigenvalues of A and their multiplicities.

1 2 3 Note: 0 is an e-val of A

1 A=1 2 3
if and only if
1 2 3 A is not invertible.

5 5 0 2
Note: If A is upper triangular
0 2 3 6
2 A= then the eigenvalues of A
0 0 3 2

are its diagonal entries
0 0 0 5

4 2 3 1

6 7 0 1
3 A=0 0 5

3
0 0 4 4

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 8 / 15

Examples 2: Determine all eigenvalues of A and their multiplicities.

1 2 3 Note: 0 is an e-val of A

1 A=1 2 3
if and only if
1 2 3 A is not invertible.

5 5 0 2
Note: If A is upper triangular
0 2 3 6
2 A= then the eigenvalues of A
0 0 3 2

are its diagonal entries
0 0 0 5

4 2 3 1
Note: If A is block upper triangular
6 7 0 1
3 A=0 0 5
then the e-vals of A are the
3
e-vals of the diagonal blocks

0 0 4 4

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 8 / 15

Fun Exercises

Justify why the following holds.

1 A and AT have the same eigenvalues, with the same algebraic multiplicities.

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 9 / 15

Fun Exercises

Justify why the following holds.

1 A and AT have the same eigenvalues, with the same algebraic multiplicities.
Hint: Show pA (t) = pTA (t)

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 9 / 15

Fun Exercises

Justify why the following holds.

1 A and AT have the same eigenvalues, with the same algebraic multiplicities.
Hint: Show pA (t) = pTA (t)
2 If is an eigenvalue of A, then k is an eigenvalue of Ak .

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 9 / 15

Fun Exercises

Justify why the following holds.

1 A and AT have the same eigenvalues, with the same algebraic multiplicities.
Hint: Show pA (t) = pTA (t)
2 If is an eigenvalue of A, then k is an eigenvalue of Ak .
Hint: Show E (A) Ek (Ak )

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 9 / 15

Fun Exercises

Justify why the following holds.

1 A and AT have the same eigenvalues, with the same algebraic multiplicities.
Hint: Show pA (t) = pTA (t)
2 If is an eigenvalue of A, then k is an eigenvalue of Ak .
Hint: Show E (A) Ek (Ak )
1
3 Suppose A is invertible is an eigenvalue of A if and only if is an
eigenvalue of A1 .

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 9 / 15

Fun Exercises

Justify why the following holds.

1 A and AT have the same eigenvalues, with the same algebraic multiplicities.
Hint: Show pA (t) = pTA (t)
2 If is an eigenvalue of A, then k is an eigenvalue of Ak .
Hint: Show E (A) Ek (Ak )
1
3 Suppose A is invertible is an eigenvalue of A if and only if is an
eigenvalue of A1 .
Hint: Show E (A) = E 1 (A)

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 9 / 15

1 Eigenvalues and Eigenvectors

2 Diagonalizability

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 10 / 15

Definition
Two matrices A and B are similar if there is an invertible P such that
A = PBP 1 .

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 11 / 15

Definition
Two matrices A and B are similar if there is an invertible P such that
A = PBP 1 .

If A and B are similar, then

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 11 / 15

Definition
Two matrices A and B are similar if there is an invertible P such that
A = PBP 1 .

If A and B are similar, then pA () pB ().

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 11 / 15

Definition
Two matrices A and B are similar if there is an invertible P such that
A = PBP 1 .

If A and B are similar, then pA () = pB ().

The converse of the above statement is not true. If pA () = pB (), it does
not imply that A and B are similar.

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 11 / 15

Definition
Two matrices A and B are similar if there is an invertible P such that
A = PBP 1 .

If A and B are similar, then pA () = pB ().

The converse of the above statement is not true. If pA () = pB (), it does
not imply that A and B are similar.Take the following examples
" # " #
2 1 2 0
A= and
0 2 0 2

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 11 / 15

Definition
Two matrices A and B are similar if there is an invertible P such that
A = PBP 1 .

If A and B are similar, then pA () = pB ().

The converse of the above statement is not true. If pA () = pB (), it does
not imply that A and B are similar.Take the following examples
" # " #
2 1 2 0
A= and
0 2 0 2

If A = B are similar, then Nul(A I ) =

| {z }
X

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 11 / 15

Definition
Two matrices A and B are similar if there is an invertible P such that
A = PBP 1 .

If A and B are similar, then pA () = pB ().

The converse of the above statement is not true. If pA () = pB (), it does
not imply that A and B are similar.Take the following examples
" # " #
2 1 2 0
A= and
0 2 0 2

If A = B are similar, then Nul(A I ) = Nul(P (B In ) P 1 ). Thus,

| {z } | {z }
X Y

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 11 / 15

Definition
Two matrices A and B are similar if there is an invertible P such that
A = PBP 1 .

If A and B are similar, then pA () = pB ().

The converse of the above statement is not true. If pA () = pB (), it does
not imply that A and B are similar.Take the following examples
" # " #
2 1 2 0
A= and
0 2 0 2

If A = B are similar, then Nul(A I ) = Nul(P (B In ) P 1 ). Thus,

| {z } | {z }
X Y
x E (A) if and only if P 1 x E (B)

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 11 / 15

Definition
Two matrices A and B are similar if there is an invertible P such that
A = PBP 1 .

If A and B are similar, then pA () = pB ().

The converse of the above statement is not true. If pA () = pB (), it does
not imply that A and B are similar.Take the following examples
" # " #
2 1 2 0
A= and
0 2 0 2

If A = B are similar, then Nul(A I ) = Nul(P (B In ) P 1 ). Thus,

| {z } | {z }
X Y
x E (A) if and only if P 1 x E (B)
dim(E (A)) = dim(E (B))

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 11 / 15

Diagonalizability

Definition
An n n matrix A is said to be diagonalizable if there is an invertible P and a
diagonal matrix D such that A = PDP 1 .

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Diagonalizability

Definition
An n n matrix A is said to be diagonalizable if there is an invertible P and a
diagonal matrix D such that A = PDP 1 .

Note: There are square matrices that are not diagonalizable.

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 12 / 15

Diagonalizability

Definition
An n n matrix A is said to be diagonalizable if there is an invertible P and a
diagonal matrix D such that A = PDP 1 .

Note: There are square matrices that are not diagonalizable.An example is
" #
0 1
A= .
0 0

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 12 / 15

Diagonalizability

Definition
An n n matrix A is said to be diagonalizable if there is an invertible P and a
diagonal matrix D such that A = PDP 1 .

Note: There are square matrices that are not diagonalizable.An example is
" #
0 1
A= .
0 0

Note: Let A be an n n matrix. If A is diagonalizable to PDP 1 , then

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 12 / 15

Diagonalizability

Definition
An n n matrix A is said to be diagonalizable if there is an invertible P and a
diagonal matrix D such that A = PDP 1 .

Note: There are square matrices that are not diagonalizable.An example is
" #
0 1
A= .
0 0

Note: Let A be an n n matrix. If A is diagonalizable to PDP 1 , then

the e-vals of A are

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 12 / 15

Diagonalizability

Definition
An n n matrix A is said to be diagonalizable if there is an invertible P and a
diagonal matrix D such that A = PDP 1 .

Note: There are square matrices that are not diagonalizable.An example is
" #
0 1
A= .
0 0

Note: Let A be an n n matrix. If A is diagonalizable to PDP 1 , then

the e-vals of A arethe diagonal entries of D (including multiplicities); and

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 12 / 15

Diagonalizability

Definition
An n n matrix A is said to be diagonalizable if there is an invertible P and a
diagonal matrix D such that A = PDP 1 .

Note: There are square matrices that are not diagonalizable.An example is
" #
0 1
A= .
0 0

Note: Let A be an n n matrix. If A is diagonalizable to PDP 1 , then

the e-vals of A arethe diagonal entries of D (including multiplicities); and
the i th column of P

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 12 / 15

Diagonalizability

Definition
An n n matrix A is said to be diagonalizable if there is an invertible P and a
diagonal matrix D such that A = PDP 1 .

Note: There are square matrices that are not diagonalizable.An example is
" #
0 1
A= .
0 0

Note: Let A be an n n matrix. If A is diagonalizable to PDP 1 , then

the e-vals of A arethe diagonal entries of D (including multiplicities); and
the i th column of Pis an eigenvector of A corresponding to the i th diagonal
entry of D.

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 12 / 15

Diagonalizability

Definition
An n n matrix A is said to be diagonalizable if there is an invertible P and a
diagonal matrix D such that A = PDP 1 .

Note: There are square matrices that are not diagonalizable.An example is
" #
0 1
A= .
0 0

Note: Let A be an n n matrix. If A is diagonalizable to PDP 1 , then

the e-vals of A arethe diagonal entries of D (including multiplicities); and
the i th column of Pis an eigenvector of A corresponding to the i th diagonal
entry of D.
The columns of P form a basis for Rn since P is invertible.
Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 12 / 15
Example: Determine the dimension and find a basis for each eigenspace of A.
Then determine if A is diagonalizable.

3 6 8

1 A= 0 0 6

0 0 2

2 0 0

2 A= 2 2 0

2 2 2

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Important Fact 1: If S = {v1 , . . . , vk } is a set of eigenvectors corresponding to k
distinct eigenvalues,

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 14 / 15

Important Fact 1: If S = {v1 , . . . , vk } is a set of eigenvectors corresponding to k
distinct eigenvalues,then S is linearly independent.

Implication: If B1 , . . . , Bk are bases for k distinct eigenvalues of A,

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 14 / 15

Important Fact 1: If S = {v1 , . . . , vk } is a set of eigenvectors corresponding to k
distinct eigenvalues,then S is linearly independent.

Implication: If B1 , . . . , Bk are bases for k distinct eigenvalues of A,then

B = B1 Bk is linearly independent.

Important Fact 2: If is an eigenvalue of A, then

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 14 / 15

Important Fact 1: If S = {v1 , . . . , vk } is a set of eigenvectors corresponding to k
distinct eigenvalues,then S is linearly independent.

Implication: If B1 , . . . , Bk are bases for k distinct eigenvalues of A,then

B = B1 Bk is linearly independent.

Important Fact 2: If is an eigenvalue of A, then

1 dim(E (A)) alg. mult. of

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 14 / 15

Important Fact 1: If S = {v1 , . . . , vk } is a set of eigenvectors corresponding to k
distinct eigenvalues,then S is linearly independent.

Implication: If B1 , . . . , Bk are bases for k distinct eigenvalues of A,then

B = B1 Bk is linearly independent.

Important Fact 2: If is an eigenvalue of A, then

1 dim(E (A)) alg. mult. of

Theorem
A is diagonalizable if and only if for any eigenvalue of A,
dim(Nul(A In )) = alg. mult. of .

Math 114 Linear AlgebraEigenvalues, Eigenvectors and Diagonalization 14 / 15

Example: Find a diagonal D and an invertible P such that A = PDP 1 , if they
exist.

5 0 0 0
4 1 6
0 5 0 0
1 A=
2 1 6 = 2, 9
1 A=
1 4 3 0
2 1 8

1 2 0 3
2 4 3
2 0 0
4 6 3 = 1, 2
A=
2
2 A=2 2 0
3 3 1

2 0 2
2 1 1
2 0 0
3 A=
1 4 1 = 3, 2

3 A = 2
2 2
1 1 2

2 2 2

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